Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBANK Only One Fund Risk Asset 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 17.05% | 2.67% | 5.83% | 6.10% | 8.31% | 7.13% | 6.86% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBANK Only One Fund Risk Asset 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | 17.05 | 2.67 | 5.83 | 6.10 | 8.31 | 7.13 | 6.86 | NA | 8.34 | 14.05 | -16.43 | 10.59 | 11.36 | 18.28 | -4.75 | 15.21 | 8.06 | -0.93 | 7.97 | 13.85 | 17.47 | 4.06 | 19.25 | 24.29 | -22.73 | 3.98 | 13.19 | 4.99 | 10.18 | 21.29 | -9.59 | -1.42 |
| Sharpe Ratio | NA | 0.49 | -0.04 | 0.32 | 0.42 | NA | NA | 0.46 | 0.28 | 0.23 | 1.14 | -1.26 | 1.33 | 0.59 | 2.69 | -0.71 | 3.53 | 0.92 | -0.11 | 1.25 | 1.85 | 2.23 | 0.28 | 1.67 | 1.27 | -0.96 | 0.10 | 1.48 | 0.43 | 1.28 | 2.29 | -0.76 | -0.29 |
| Standard Deviation(%) | NA | 7.56 | 10.37 | 12.17 | 10.14 | NA | NA | 11.48 | 7.09 | 7.63 | 8.61 | 14.19 | 7.93 | 18.77 | 6.27 | 8.48 | 4.13 | 8.52 | 8.82 | 6.37 | 7.47 | 7.79 | 14.54 | 11.47 | 19.08 | 24.60 | 9.57 | 6.69 | 6.58 | 7.20 | 9.00 | 13.99 | 12.93 |
| Draw Down(%) | NA | 4.58 | 18.66 | 22.81 | 23.81 | NA | NA | 37.95 | 1.90 | 4.11 | 8.71 | 22.55 | 3.81 | 23.81 | 3.12 | 10.64 | 1.39 | 6.89 | 8.70 | 5.01 | 7.57 | 6.14 | 12.81 | 8.79 | 18.45 | 34.49 | 5.98 | 4.43 | 4.12 | 6.88 | 6.72 | 18.85 | 16.67 |
| Yield(%) | NA | 4.52 | 3.98 | 3.46 | 3.37 | NA | NA | 3.51 | NA | 1.35 | 4.20 | 2.77 | 3.81 | 2.80 | 2.69 | 3.34 | 3.56 | 2.99 | 3.32 | 3.69 | 4.05 | 4.32 | 3.69 | 4.10 | 4.21 | 3.51 | 3.44 | 3.47 | 3.42 | 2.82 | 2.93 | 2.96 | 3.34 |
Data as of 11/29/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBANK Only One Fund Risk Asset 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
-8.10%
Feb 2006 - Feb 2009 |
-2.17%
Feb 2004 - Feb 2009 |
4.77%
Oct 2013 - Oct 2023 |
5.59%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBANK Only One Fund Risk Asset 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
23.47%
Feb 2009 - Feb 2012 |
19.20%
Feb 2009 - Feb 2014 |
12.34%
Feb 2009 - Feb 2019 |
10.05%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart